Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem (Q5379243)
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scientific article; zbMATH DE number 7059881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem |
scientific article; zbMATH DE number 7059881 |
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Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem (English)
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28 May 2019
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actuarial risk correlation matrices
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nearest positive semidefinite matrix problem
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semidefinite programming
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alternating projections method
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shrinking method
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